Stationary multi-choice bandit problems. (Q5958100): Difference between revisions

This note shows that the optimal choice of \(k\) simultaneous experiments in a stationary multi-armed bandit problem can be characterized in terms of the Gittins index of each arm. The index characterization remains equally valid after the introduction of switching costs.

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MaRDI profile type

MaRDI publication profile

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cites work

Denumerable-Armed Bandits

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Switching Costs and the Gittins Index

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Q4692329

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Extensions of the multiarmed bandit problem: The discounted case

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Optimal Search for the Best Alternative

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Q3221798

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Identifiers

zbMATH Open document ID

1056.90076

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DOI

10.1016/S0165-1889(99)00064-0

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Mathematics Subject Classification ID

90B36

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zbMATH DE Number

1715066

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Sitelinks

Mathematics(1 entry)

mardi Publication:5958100

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+Denumerable-Armed Bandits
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+Switching Costs and the Gittins Index
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+Q4692329
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+Extensions of the multiarmed bandit problem: The discounted case
+Normal rank
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+Optimal Search for the Best Alternative
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+Q3221798
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+Publication:5958100